Author Topic: New Website Release  (Read 516 times)

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    • Pair Trading Lab
New Website Release
« on: November 08, 2016, 05:57:46 am »
We are pleased to announce the major update to the Pair Trading Lab website. The goal is to bring more advanced features for pairs trading and also long-awaited features related to user experience.

So, what is new? Let's start:
  • new release of the backtester / analyzer, which allows to simulate having bid-ask spread to make more precise backests getting closer to the real performance
  • brand new FAQ page with much more questions and answer than before: https://www.pairtradinglab.com/faq
  • new Kalman-Auto model: https://wiki.pairtradinglab.com/wiki/Pair_Trading_Models#Kalman-Auto_Model
  • updated Portfolio Manager: you can now duplicate whole portfolios easily and you can copy subset of settings from single strategy to multiple strategies, which upgrades the whole software to the new level
  • updated Pair Database: you can also search in historical versions of the database!
  • you can add all (or selected) results from your Pair Database search to a new or existing portfolio wich a single click!

Imagine what are the possibilities of last two features while used together:
  • query the database for pairs matching you criteria for historical period (example: in database due 2016-01-01)
  • create portfolio of 20-30 pairs from results you get
  • backtest the portfolio in the following period (since 2016-01-01)
  • inspect your out of sample results to see how your selection criteria hold out-of-sample

This way you can create custom pair database queries while proving they hold in walk-forward test.